Jeffrey F. Dißmann
Finance · 2012
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 27 citations into it; #3,410 of 10,518 by trust here, #3,760 by citations
- Economics and Econometrics — 14 citations into it; #7,430 of 23,481 by trust here, #9,444 by citations
- Statistics and Probability — 11 citations into it
- Artificial Intelligence — 8 citations into it
- Global and Planetary Change — 6 citations into it
Whom Jeffrey F. Dißmann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Claudia Czado
- Aleksey Min
- Eike C. Brechmann
- Tim Bedford
- Dorota Kurowicka
- Q. Vuong
- Ingrid Hobæk Haff
- H. Manner
- Roger M. Cooke
- Kjersti Aas
Who trusts Jeffrey F. Dißmann overall
- Eike C. Brechmann
- Claudia Czado
- Kjersti Aas
- David Lopez-Paz
- Lutz F. Gruber
- Brendan K. Beare
- Thomas Nagler
- Hohsuk Noh
- Holger Fink
- Zhao Wang
Papers from Jeffrey F. Dißmann's perspective
Ordered by how strongly the researchers Jeffrey F. Dißmann trusts endorse each paper. Same corpus, a different order for every researcher.
- Pair-copula constructions of multiple dependence
- The t Copula and Related Copulas
- Fonctions de repartition a n dimensions et leurs marges
- Vines: A new graphical model for dependent random variables
- Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
- Bayesian inference for multivariate copulas using pair-copula constructions.
- On Default Correlation: A Copula Function Approach
- Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
- Elliptical copulas: applicability and limitations
Their papers
- Selecting and estimating regular vine copulae and application to financial returns (2012) — 757 citations